Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 79.273124 90.533349 103.880306 121.176228 143.482401 1.720213e+02 212.635811
2024-12-15 64.225025 77.845915 95.713749 121.925549 161.521468 2.235157e+02 340.006854
2024-12-22 53.390817 66.754664 85.269117 114.440481 163.099472 2.508849e+02 458.728702
2024-12-29 49.709512 64.160030 85.359674 121.500110 189.286645 3.366416e+02 841.413249
2025-01-05 45.133300 59.406883 81.114866 120.088557 199.453310 3.989703e+02 1384.510185
2025-01-12 41.080555 54.825487 76.274766 116.281360 203.088240 4.496961e+02 2256.865169
2025-01-19 37.171841 50.011534 70.354726 109.179279 196.813395 4.668208e+02 3225.045486
2025-01-26 36.583830 50.252128 72.779565 118.491336 233.740369 6.910029e+02 39242.259288
2025-02-02 36.136691 50.631824 75.456415 129.057119 281.524069 1.125176e+03 NaN
2025-02-09 34.775316 49.342492 74.915624 132.469399 310.889568 1.630464e+03 NaN
2025-02-16 33.074688 47.316940 72.730430 131.544267 325.289208 2.153320e+03 NaN
2025-02-23 31.593636 45.543571 70.816698 130.876959 340.952165 2.976739e+03 NaN
2025-03-02 29.914228 43.405887 68.172468 128.417841 350.993439 4.180030e+03 NaN
2025-03-09 28.526786 41.695285 66.227417 127.507857 369.044359 7.088132e+03 NaN
2025-03-16 26.615508 38.922834 61.875915 119.326903 346.903392 6.962350e+03 NaN
2025-03-23 26.258598 38.907039 63.136058 126.857651 413.969153 6.346954e+04 NaN
2025-03-30 25.187947 37.510278 61.362507 125.345377 429.805044 9.369879e+08 NaN
2025-04-06 24.013383 35.850406 58.881788 121.274864 426.587155 NaN NaN
2025-04-13 22.658612 33.790923 55.402248 113.695671 395.452385 NaN NaN
2025-04-20 22.689751 34.303203 57.500128 123.636937 501.007516 NaN NaN
2025-04-27 22.736685 34.845532 59.737935 134.953491 656.743103 NaN NaN
2025-05-04 22.291882 34.409962 59.706083 138.616409 755.036057 NaN NaN
2025-05-11 21.619799 33.491263 58.462260 137.622935 796.637748 NaN NaN